+18.0%
CI vs ADM
+29.8%
-11.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | +3.5% | -8.3% | +11.8% | +4.7% |
| 30D | +12.6% | -14.1% | +26.7% | +15.0% |
| 3M | +12.1% | -10.7% | +22.8% | +13.7% |
| 6M | +10.6% | -5.9% | +16.5% | +10.3% |
| YTD | +12.8% | +25.8% | -12.9% | +1.3% |
| 1Y | +18.0% | +21.3% | -3.3% | +7.4% |
| All | +18.0% | +29.8% | -11.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling